On the optimal hedge ratio in index-based longevity risk hedging (Q2303994)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the optimal hedge ratio in index-based longevity risk hedging |
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On the optimal hedge ratio in index-based longevity risk hedging (English)
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6 March 2020
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index-based longevity hedge
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longevity swap
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s-forward
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\(q\)-forward
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longevity basis risk
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